STAT 545: Applied Stochastic Processes

Properties, simulation, and application of stochastic processes. Discrete-time and continuous-time Markov chains, hidden Markov models, Poisson processes, Gaussian processes, continuous-state Markov processes. Markov chain Monte Carlo (MCMC) simulation methods and applications. Estimation methods for stochastic processes.

Statistics

Author

Rachel Roggenkemper

Published

January 1, 2025

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